+196.2%
ON vs CDE
-23.0%
+219.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -4.1% |
| 7D | -2.2% | +2.3% | -4.4% | -2.5% |
| 30D | -12.4% | +18.8% | -31.2% | -14.5% |
| 3M | -41.2% | +23.5% | -64.7% | -42.9% |
| 6M | +25.0% | -8.6% | +33.6% | +25.4% |
| YTD | +31.3% | +16.0% | +15.3% | +26.9% |
| 1Y | +45.4% | +42.1% | +3.4% | +36.2% |
| 3Y | -27.4% | +835.9% | -863.3% | -48.0% |
| 5Y | +58.5% | +197.6% | -139.1% | +24.8% |
| 10Y | +561.8% | +39.6% | +522.3% | +408.2% |
| All | +196.2% | -23.0% | +219.2% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling